+222.8%
WULF vs FIX
+8,968.5%
-8,745.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.0% | +1.3% | +5.5% |
| 7D | +14.2% | +6.4% | +7.7% | +13.3% |
| 30D | -0.1% | -29.1% | +29.0% | +6.4% |
| 3M | -20.2% | -31.1% | +10.9% | -14.5% |
| 6M | -42.8% | -42.8% | 0.0% | -36.7% |
| YTD | +16.3% | +24.6% | -8.4% | +16.0% |
| 1Y | +8.0% | +21.9% | -13.9% | +8.4% |
| 3Y | +1,263.3% | +524.9% | +738.3% | +1,070.7% |
| 5Y | -53.5% | +1,092.2% | -1,145.7% | -61.6% |
| 10Y | +42.6% | +3,759.0% | -3,716.4% | +11.1% |
| All | +222.8% | +8,968.5% | -8,745.7% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling